With its columns, gold frescoes, and rococo balconies, the Great American Music Hall evokes a vintage opera house, which is appropriate, considering the high-quality bands that usually play this intimate stage. The building’s history, however, is refreshingly dissolute: It was a renowned brothel during the city’s famous “Barbary Coast” era. It’s just as popular today—in fact, while the food is unremarkable, it’s worth buying the “dinner ticket” to guarantee a seat during the show.